+181.4%
CFG vs CDW
-25.3%
+206.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.5% | +3.2% | -1.6% | +0.6% |
| 30D | -3.8% | +9.3% | -13.1% | -6.6% |
| 3M | +11.5% | +9.8% | +1.7% | +7.3% |
| 6M | +19.2% | +23.3% | -4.2% | +6.9% |
| YTD | +23.7% | +13.7% | +10.1% | +14.9% |
| 1Y | +38.8% | -6.5% | +45.3% | +41.6% |
| All | +181.4% | -25.3% | +206.7% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling